Pages that link to "Item:Q893446"
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The following pages link to A nonparametric test of stationarity for independent data (Q893446):
Displaying 8 items.
- How reliable are standard indicators of stationarity? (Q732724) (← links)
- Nonparametric pseudo-Lagrange multiplier stationarity testing (Q1934472) (← links)
- A parametric stationarity test with smooth breaks (Q2697025) (← links)
- A KPSS Test for Stationarity for Spatial Point Processes (Q3530097) (← links)
- Efficient Tests of Nonstationary Hypotheses (Q4323570) (← links)
- A Nonparametric Test for Deviation from Randomness with Applications to Stock Market Index Data (Q4921591) (← links)
- A New Non-Parametric Stationarity Test of Time Series in the Time Domain (Q5378141) (← links)
- A conditional distribution function-based measure for independence and \(K\)-sample tests in multivariate data (Q6656673) (← links)